Iterative selection using orthogonal regression techniques

Statistical Analysis and Data Mining

Hao Helen Zhang¹  Subhashis Ghosal²  Bradley Turnbull² 

[1] Department of Mathematics, University of Arizona, Tucson, AZ;Department of Statistics, North Carolina State University, Raleigh, NC, USA

关键词: forward selection;    orthogonalization;    high dimensional regression;    LASSO;   

DOI  :  10.1002/sam.11212

学科分类：社会科学、人文和艺术（综合）

来源: John Wiley & Sons, Inc.

【 授权许可】

Unknown